There is no way you can do this. Unless you go the same route which you mentioned above.
Even if you have two websites (US and UK) then also it is pain. As I had the similiar issue and I had to remove UK as country from US website and US from UK website to make this working.
Varien hasn’t thought about these problems or may be it is in there long to do list. Don’t know!!!!
If you find any elegant solution on this topic then please share.